+689.7%
FLEX vs ITW
+35.1%
+654.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.5% |
| 7D | +0.1% | -2.4% | +2.5% | +1.9% |
| 30D | -11.8% | -9.5% | -2.2% | -5.0% |
| 3M | -22.6% | +6.6% | -29.2% | -27.2% |
| 6M | +77.3% | -1.8% | +79.1% | +78.2% |
| YTD | +78.8% | +9.0% | +69.8% | +65.2% |
| 1Y | +86.1% | +3.6% | +82.5% | +78.1% |
| 3Y | +446.2% | +19.4% | +426.8% | +361.5% |
| 5Y | +689.7% | +36.4% | +653.3% | +462.8% |
| All | +689.7% | +35.1% | +654.6% | +462.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ITW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling